The Coen Brothers wrote the character Osborne Cox with John Malkovich in mind. Brad Pitt's character was also written with the actor in mind, inspired by a commercial for which he suffered a similar haircut and dye job. Indeed, the Coen Brothers noted at a Q&A session at the Venice Film Festival that all the leading characters were written for all the leading actors, with the exception of Tilda Swinton.
According to costume designer Mary Zophres, even cheap suits look good on Brad Pitt. Thus, for the scene where his character Chad wears a cheap suit, she had to tailor a suit with a purposefully bad and ill-fitting cut and a horrid-looking wool tie.
The poster for the film within the film, "Coming Up Daisy", states it is based on a book by Cormac McCarthy (who really wrote the book "No Country For Old Men", which the Coens' previous film was based on), and that it was directed by Sam Raimi (a friend and collaborator of the Coens').
George Clooney has stated he learns a lot from the Coen brothers for his career as a director and tries to have things running the same way they do on his films, even hiring their storyboard artist, J. Todd Anderson, on two of them.
On Palmer's office in one of the opening scenes of the film, you can see some pictures on the wall behind Palmer on the right side. One of the pictures is a photo of Chilean dictator Augusto Pinochet shaking hands with Henry Kissinger, US Secretary of State. Kissinger and The CIA acknowledged having played a key role in the coup led by General Pinochet that toppled the Marxist government of Salvador Allende in 1973, the democratically elected president of Chile at the time.
When Harry goes to stay at Katie Cox's house after she broke up with Osbourne, he brings along a purple "ramp", a sex tool from the Liberator line. After they collide he leaves the house only taking the "ramp" away.
When Harry's wife is on the Seattle show, the show's host interrupts her, saying that "Dermot Mulrooney" is coming on after the commercial break. Dermot Mulroney is the actor that plays "Star of 'Coming Up Daisy'" in the actual film.